Your Current Location : Fund Card : Risk Analysis |
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Franklin Asian Equity Fund IDCW |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Franklin Asian Equity Fund (G) |
17.84% |
0.3114 |
11.4204% |
45.2575% |
0.0699 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Franklin Asian Equity Fund (G) |
5.0276% |
0.5696 |
0.0846 |
14.2203% |
0.5034 |
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Up Capture v/s Down Capture |
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